CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0634 |
1.0699 |
0.0065 |
0.6% |
1.0898 |
| High |
1.0816 |
1.0784 |
-0.0032 |
-0.3% |
1.0942 |
| Low |
1.0598 |
1.0532 |
-0.0066 |
-0.6% |
1.0588 |
| Close |
1.0731 |
1.0573 |
-0.0158 |
-1.5% |
1.0731 |
| Range |
0.0218 |
0.0252 |
0.0034 |
15.6% |
0.0354 |
| ATR |
0.0188 |
0.0192 |
0.0005 |
2.4% |
0.0000 |
| Volume |
81,617 |
91,907 |
10,290 |
12.6% |
290,998 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1386 |
1.1231 |
1.0712 |
|
| R3 |
1.1134 |
1.0979 |
1.0642 |
|
| R2 |
1.0882 |
1.0882 |
1.0619 |
|
| R1 |
1.0727 |
1.0727 |
1.0596 |
1.0679 |
| PP |
1.0630 |
1.0630 |
1.0630 |
1.0605 |
| S1 |
1.0475 |
1.0475 |
1.0550 |
1.0427 |
| S2 |
1.0378 |
1.0378 |
1.0527 |
|
| S3 |
1.0126 |
1.0223 |
1.0504 |
|
| S4 |
0.9874 |
0.9971 |
1.0434 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1816 |
1.1627 |
1.0926 |
|
| R3 |
1.1462 |
1.1273 |
1.0828 |
|
| R2 |
1.1108 |
1.1108 |
1.0796 |
|
| R1 |
1.0919 |
1.0919 |
1.0763 |
1.0837 |
| PP |
1.0754 |
1.0754 |
1.0754 |
1.0712 |
| S1 |
1.0565 |
1.0565 |
1.0699 |
1.0483 |
| S2 |
1.0400 |
1.0400 |
1.0666 |
|
| S3 |
1.0046 |
1.0211 |
1.0634 |
|
| S4 |
0.9692 |
0.9857 |
1.0536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0942 |
1.0532 |
0.0410 |
3.9% |
0.0196 |
1.9% |
10% |
False |
True |
76,581 |
| 10 |
1.1158 |
1.0532 |
0.0626 |
5.9% |
0.0184 |
1.7% |
7% |
False |
True |
83,208 |
| 20 |
1.1340 |
1.0532 |
0.0808 |
7.6% |
0.0188 |
1.8% |
5% |
False |
True |
83,498 |
| 40 |
1.1496 |
1.0532 |
0.0964 |
9.1% |
0.0186 |
1.8% |
4% |
False |
True |
73,668 |
| 60 |
1.1496 |
1.0511 |
0.0985 |
9.3% |
0.0185 |
1.7% |
6% |
False |
False |
60,112 |
| 80 |
1.1496 |
1.0001 |
0.1495 |
14.1% |
0.0181 |
1.7% |
38% |
False |
False |
45,122 |
| 100 |
1.1496 |
0.9610 |
0.1886 |
17.8% |
0.0180 |
1.7% |
51% |
False |
False |
36,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1855 |
|
2.618 |
1.1444 |
|
1.618 |
1.1192 |
|
1.000 |
1.1036 |
|
0.618 |
1.0940 |
|
HIGH |
1.0784 |
|
0.618 |
1.0688 |
|
0.500 |
1.0658 |
|
0.382 |
1.0628 |
|
LOW |
1.0532 |
|
0.618 |
1.0376 |
|
1.000 |
1.0280 |
|
1.618 |
1.0124 |
|
2.618 |
0.9872 |
|
4.250 |
0.9461 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0658 |
1.0674 |
| PP |
1.0630 |
1.0640 |
| S1 |
1.0601 |
1.0607 |
|